Nothing
Code
print(out)
Output
fHMM simulated data
Code
summary(out)
Output
Summary of fHMM simulated data
* number of observations: 100
Code
print(out)
Output
fHMM empirical data
Code
summary(out)
Output
Summary of fHMM empirical data
* number of observations: 9012
* data source: data.frame
* date column: Date
* log returns: FALSE
Code
print(out)
Output
fHMM empirical data
Code
summary(out)
Output
Summary of fHMM empirical data
* number of observations: 1839 9012
* fine-scale dimension: w
* data source: dax.csv dax.csv
* date column: Date Date
* log returns: FALSE FALSE
* coarse-scale merge: function (x) mean(x)
Code
print(out)
Output
fHMM empirical data
Code
summary(out)
Output
Summary of fHMM empirical data
* number of observations: 901 9010
* fine-scale dimension: 10
* data source: dax.csv dax.csv
* date column: Date Date
* log returns: FALSE FALSE
* coarse-scale merge: function (x) mean(x)
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